摘要
本文介绍了几类特殊的随机过程的定义与性质,并结合实际阐述了这几类随机过程在金融与保险中的重要应用。
In this paper,we introduce the definitions and properties of several special stochastic processes,and we illustrate the important applications of these stochastic processes in finance and insurance in combination with pratice.
出处
《中国西部科技》
2010年第26期82-83,共2页
Science and Technology of West China
基金
苏州学院院基金
关键词
复合泊松过程
维纳过程
破产概率
违约
Compound poisson process
Winer process
Ruin probability
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